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Bank of England working papers

From Bank of England
Bank of England, Threadneedle Street, London, EC2R 8AH.
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0602: Do we need a stable funding ratio? Banks’ funding in the global financial crisis Downloads
Antoine Lallour and Hitoshi Mio
0601: Robustness of subgame perfect implementation Downloads
Peter Eccles and Nora Wegner
0600: Liquidity determinants in the UK gilt market Downloads
Evangelos Benos and Filip Zikes
0599: Macroprudential regulation, credit spreads and the role of monetary policy Downloads
William Tayler and Roy Zilberman
0598: Peer-to-peer lending and financial innovation in the United Kingdom - Ulrich Atz and David Bholat Downloads
Ulrich Atz and David Bholat
0597: A comparative analysis of tools to limit the procyclicality of initial margin requirements Downloads
David Murphy, Michalis Vasios and Nicholas Vause
0596: The dynamic Black-Litterman approach to asset allocation Downloads
Richard Harris, Evarist Stoja and Linzhi Tan
0595: Cross-border regulatory spillovers: How much? How important? What sectors? Lessons from the United Kingdom Downloads
Robert Hills, Dennis Reinhardt, Rhiannon Sowerbutts and Tomasz Wieladek
0594: Non-performing loans: regulatory and accounting treatments of assets Downloads
David Bholat, Rosa Lastra, Sheri Markose, Andrea Miglionico and Kallol Sen
0593: What determines how banks respond to changes in capital requirements? Downloads
Saleem Bahaj, Jonathan Bridges, Frederic Malherbe and Cian O’Neill
0592: An agent-based model of dynamics in corporate bond trading Downloads
Karen Braun-Munzinger, Zijun Liu and Arthur Turrell
0591: Risk premia and seasonality in commodity futures Downloads
Constantino Hevia, Ivan Petrella and Martin Sola
0590: Pass-through of bank funding costs to lending and deposit rates: lessons from the financial crisis Downloads
Rashmi Harimohan, Michael McLeay and Garry Young
0589: Monetary policy when households have debt: new evidence on the transmission mechanism Downloads
James Cloyne, Clodomiro Ferreira Mayorga and Paolo Surico
0588: Monetary policy and volatility in the sterling money market Downloads
Matthew Osborne
0587: Tracking the slowdown in long-run GDP growth Downloads
Juan Antolin-Diaz, Thomas Drechsel and Ivan Petrella
0586: Systemic illiquidity in the interbank network Downloads
Gerardo Ferrara, Sam Langfield, Zijun Liu and Tomohiro Ota
0585: Output gaps, inflation and financial cycles in the United Kingdom Downloads
Marko Melolinna and Mate Toth
0584: Macroprudential policy under uncertainty Downloads
Saleem Bahaj and Angus Foulis
0583: A Bayesian VAR benchmark for COMPASS Downloads
Sílvia Domit, Francesca Monti and Andrej Sokol
0582: How does labour market structure affect the response of economies to shocks? Downloads
Aurelijus Dabusinskas, István Kónya and Stephen Millard
0581: Policy and macro signals as inputs to inflation expectation formation Downloads
Paul Hubert and Becky Maule
0580: Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act Downloads
Evangelos Benos, Richard Payne and Michalis Vasios
0579: What can Big Data tell us about the passthrough of big exchange rate changes? Downloads
John Lewis
0578: The varying coefficient Bayesian panel VAR model Downloads
Tomasz Wieladek
0577: Adaptive models and heavy tails Downloads
Ivan Petrella and Davide Delle Monache
0576: A global factor in variance risk premia and local bond pricing Downloads
Iryna Kaminska and Matt Roberts-Sklar
0575: Long-run priors for term structure models Downloads
Andrew Meldrum and Matt Roberts-Sklar
0574: The impact of immigration on occupational wages: evidence from Britain Downloads
Stephen Nickell and Jumana Saleheen
0573: The real effects of capital requirements and monetary policy: evidence from the United Kingdom Downloads
Filippo De Marco and Tomasz Wieladek
0572: Capital requirements, risk shifting and the mortgage market Downloads
Arzu Uluc and Tomasz Wieladek
0571: Secular drivers of the global real interest rate Downloads
Lukasz Rachel and Thomas Smith
0570: Does easing monetary policy increase financial instability? Downloads
Ambrogio Cesa-Bianchi and Alessandro Rebucci
0569: House prices and job losses Downloads
Gabor Pinter
0568: Firms’ adjustment during 2010–13: evidence from the Wage Dynamics Survey Downloads
Stephen Millard and Srdan Tatomir
0567: A new approach to multi-step forecasting using dynamic stochastic general equilibrium models Downloads
George Kapetanious, Simon Price and Konstantinos Theodoridis
0566: The Great Recession and the UK labour market Downloads
Stephen Millard
0565: Ambiguity, monetary policy and trend inflation Downloads
Riccardo M. Masolo and Francesca Monti
0564: Why are real interest rates so low? Secular stagnation and the relative price of investment goods Downloads
Gregory Thwaites
0563: Extreme risk interdependence Downloads
Arnold Polanski and Evarist Stoja
0562: International banking and liquidity risk transmission: lessons from the United Kingdom Downloads
Robert Hills, John Hooley, Yevgeniya Korniyenko and Tomasz Wieladek
0561: Threshold-based forward guidance: hedging the zero bound Downloads
Lena Boneva, Richard Harrison and Matt Waldron
0560: Mortgage debt and entrepreneurship Downloads
Philippe Bracke, Christian Hilber and Olmo Silva
0559: Stabilising house prices: the role of housing futures trading Downloads
Arzu Uluc
0558: Bankers' pay and excessive risk Downloads
John Thanassoulis and Misa Tanaka
0557: The banks that said no: banking relationships, credit supply and productivity in the United Kingdom Downloads
Jeremy Franklin, May Rostom and Gregory Thwaites
0556: A sectoral framework for analyzing money, credit and unconventional monetary policy Downloads
James Cloyne, Ryland Thomas, Alex Tuckett and Samuel Wills
0555: ‘High and dry’: the liquidity and credit of colonial and foreign government debt in the London Stock Exchange (1880–1910) Downloads
Matthieu Chavaz and Marc Flandreau
0554: Household debt and spending in the United Kingdom Downloads
Philip Bunn and May Rostom
0553: Some Unpleasant Properties of Loglinearized Solutions When the Nominal Rate is Zero Downloads
R Anton Braun, Lena Koerber and Yuichiro Waki
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